-80.8%
TTD vs STRL
+2,010.6%
-2,091.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.8% | -10.1% | -5.4% |
| 7D | +6.3% | +3.4% | +2.9% | +5.6% |
| 30D | -23.9% | -9.2% | -14.7% | -23.0% |
| 3M | -31.4% | -51.0% | +19.7% | -23.0% |
| 6M | -42.7% | +15.8% | -58.4% | -51.6% |
| YTD | -62.0% | +58.9% | -120.9% | -71.5% |
| 1Y | -72.2% | +68.5% | -140.7% | -80.4% |
| 3Y | -81.9% | +485.2% | -567.2% | -93.3% |
| All | -80.8% | +2,010.6% | -2,091.4% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling